Repositories list

• fortitudo.tech

  Public
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

  investmentsportfolio-optimizationquantitative-finance+ 17mathematical-financeasset-allocationportfolio-constructionblack-littermanmean-variance-optimizationportfolio-selectionasset-management+ 10

  Python

  •

  GNU General Public License v3.0

  •32•237•1•0•Updated Jan 7, 2025Jan 7, 2025

• entropy-pooling

  Public
  Entropy Pooling in Python with a BSD 3-Clause license.

  entropyinvestmentsbayesian+ 16quantitative-financemathematical-financeasset-allocationportfolio-constructionblack-littermanmaximum-entropyportfolio-selection+ 9

  Python

  •

  BSD 3-Clause "New" or "Revised" License

  •11•34•0•0•Updated Oct 15, 2024Oct 15, 2024